| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,141.1 |
1,116.4 |
-24.7 |
-2.2% |
1,145.0 |
| High |
1,143.4 |
1,118.8 |
-24.6 |
-2.2% |
1,164.1 |
| Low |
1,109.0 |
1,089.8 |
-19.2 |
-1.7% |
1,120.7 |
| Close |
1,114.5 |
1,105.1 |
-9.4 |
-0.8% |
1,132.7 |
| Range |
34.4 |
29.0 |
-5.4 |
-15.7% |
43.4 |
| ATR |
20.7 |
21.3 |
0.6 |
2.9% |
0.0 |
| Volume |
3,260 |
3,861 |
601 |
18.4% |
22,610 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,191.6 |
1,177.3 |
1,121.1 |
|
| R3 |
1,162.6 |
1,148.3 |
1,113.1 |
|
| R2 |
1,133.6 |
1,133.6 |
1,110.4 |
|
| R1 |
1,119.3 |
1,119.3 |
1,107.8 |
1,112.0 |
| PP |
1,104.6 |
1,104.6 |
1,104.6 |
1,100.9 |
| S1 |
1,090.3 |
1,090.3 |
1,102.4 |
1,083.0 |
| S2 |
1,075.6 |
1,075.6 |
1,099.8 |
|
| S3 |
1,046.6 |
1,061.3 |
1,097.1 |
|
| S4 |
1,017.6 |
1,032.3 |
1,089.2 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.4 |
1,244.4 |
1,156.6 |
|
| R3 |
1,226.0 |
1,201.0 |
1,144.6 |
|
| R2 |
1,182.6 |
1,182.6 |
1,140.7 |
|
| R1 |
1,157.6 |
1,157.6 |
1,136.7 |
1,148.4 |
| PP |
1,139.2 |
1,139.2 |
1,139.2 |
1,134.6 |
| S1 |
1,114.2 |
1,114.2 |
1,128.7 |
1,105.0 |
| S2 |
1,095.8 |
1,095.8 |
1,124.7 |
|
| S3 |
1,052.4 |
1,070.8 |
1,120.8 |
|
| S4 |
1,009.0 |
1,027.4 |
1,108.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,148.1 |
1,089.8 |
58.3 |
5.3% |
21.1 |
1.9% |
26% |
False |
True |
4,932 |
| 10 |
1,164.1 |
1,089.8 |
74.3 |
6.7% |
20.6 |
1.9% |
21% |
False |
True |
4,543 |
| 20 |
1,164.1 |
1,077.5 |
86.6 |
7.8% |
18.4 |
1.7% |
32% |
False |
False |
3,525 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.8% |
23.0 |
2.1% |
18% |
False |
False |
3,310 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
20.4 |
1.8% |
38% |
False |
False |
2,694 |
| 80 |
1,230.0 |
990.7 |
239.3 |
21.7% |
18.5 |
1.7% |
48% |
False |
False |
2,157 |
| 100 |
1,230.0 |
952.9 |
277.1 |
25.1% |
17.2 |
1.6% |
55% |
False |
False |
1,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,242.1 |
|
2.618 |
1,194.7 |
|
1.618 |
1,165.7 |
|
1.000 |
1,147.8 |
|
0.618 |
1,136.7 |
|
HIGH |
1,118.8 |
|
0.618 |
1,107.7 |
|
0.500 |
1,104.3 |
|
0.382 |
1,100.9 |
|
LOW |
1,089.8 |
|
0.618 |
1,071.9 |
|
1.000 |
1,060.8 |
|
1.618 |
1,042.9 |
|
2.618 |
1,013.9 |
|
4.250 |
966.6 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.8 |
1,116.6 |
| PP |
1,104.6 |
1,112.8 |
| S1 |
1,104.3 |
1,108.9 |
|